QUANTS.
FUTURES.
FORECASTS.
61% wins
76% profitable months
+$7,912/contract/month
MORE EDGE
24 HOURS A DAY
The Trend Day Forecast
The Forecast with the published P&L
Forecast P&L
Out-of-sample and unleveraged P&L
Papers
Books and papers on testing trading ideas…
What is The Trend Day Forecast?
The Trend Day Forecast is the one futures markets forecast for large professional traders that has a published and profitable P&L: TDF trade recommendations work
Which markets?
Futures. Bonds, Bund, S&P, Stoxx, Gold, Copper, Corn, VIX
What time frames?
Overnight, Intraday, and 1 thru 5 day
Who is The Trend Day Forecast for?
Large traders and trading desks wanting a quantitative view into the markets
What is The Forecast’s P&L?
$7912/contract/month.
As of March 2013. Out of sample and since inception in March of 2012.
We post the current P&L here: < http://www.verticalsolutions.com/blog/>
(Past performance is not indicative of future results…)
How do I think about The Trend Day Forecast?
As the company research department you always wanted – but faster and better
As a personal research assistant delivering high reward trade set-ups
How do I benefit from The Trend Day Forecast?
As stand alone trades
As trade ideas to combine w/ your own work and expertise
As hedging ideas for existing positions
As a way to broaden and balance your book
When does The Trend Day Forecast come out?
First run: 01:00 am ct (European open)
Intraday runs: Real time European open to USA close
Final run: 15:00 pm ct
What is The Trend Day Forecast based on?
By looking at similar trades in the past we’re sometimes able to gain insight into tomorrow.
Performance History
Trend Day Forecast – Un-leveraged P&L
P&L since inception: +$102,867 (13 months, +$7,912/contract/month)
Percent Wins: +61%
Months profitable: +76%
MaxDD: -2.6%
t Score: 3.12 (statistically significant)
Trend Day Forecast – March 2013 Un-leveraged P&L
P&L: +$26,198 per contract
Percent Wins March: +76%
More details are here.
Papers
Books and papers on testing trading ideas.
